+448.7%
FIX vs MSCI
+33.6%
+415.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.6% |
| 7D | -17.5% | +2.8% | -20.3% | -17.7% |
| 30D | -41.6% | +15.4% | -57.0% | -42.7% |
| 3M | -40.6% | +13.4% | -54.0% | -41.6% |
| 6M | -49.4% | +10.9% | -60.3% | -50.6% |
| YTD | +9.2% | +13.0% | -3.8% | +4.9% |
| 1Y | +6.5% | +12.0% | -5.6% | +2.6% |
| 3Y | +448.7% | +34.1% | +414.6% | +376.4% |
| All | +448.7% | +33.6% | +415.1% | +376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling